CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0252 |
2.0235 |
-0.0017 |
-0.1% |
2.0040 |
| High |
2.0280 |
2.0303 |
0.0023 |
0.1% |
2.0280 |
| Low |
2.0238 |
2.0193 |
-0.0045 |
-0.2% |
2.0040 |
| Close |
2.0257 |
2.0271 |
0.0014 |
0.1% |
2.0229 |
| Range |
0.0042 |
0.0110 |
0.0068 |
161.9% |
0.0240 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0000 |
| Volume |
21,255 |
52,044 |
30,789 |
144.9% |
28,988 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0586 |
2.0538 |
2.0332 |
|
| R3 |
2.0476 |
2.0428 |
2.0301 |
|
| R2 |
2.0366 |
2.0366 |
2.0291 |
|
| R1 |
2.0318 |
2.0318 |
2.0281 |
2.0342 |
| PP |
2.0256 |
2.0256 |
2.0256 |
2.0268 |
| S1 |
2.0208 |
2.0208 |
2.0261 |
2.0232 |
| S2 |
2.0146 |
2.0146 |
2.0251 |
|
| S3 |
2.0036 |
2.0098 |
2.0241 |
|
| S4 |
1.9926 |
1.9988 |
2.0211 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0903 |
2.0806 |
2.0361 |
|
| R3 |
2.0663 |
2.0566 |
2.0295 |
|
| R2 |
2.0423 |
2.0423 |
2.0273 |
|
| R1 |
2.0326 |
2.0326 |
2.0251 |
2.0375 |
| PP |
2.0183 |
2.0183 |
2.0183 |
2.0207 |
| S1 |
2.0086 |
2.0086 |
2.0207 |
2.0135 |
| S2 |
1.9943 |
1.9943 |
2.0185 |
|
| S3 |
1.9703 |
1.9846 |
2.0163 |
|
| S4 |
1.9463 |
1.9606 |
2.0097 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0771 |
|
2.618 |
2.0591 |
|
1.618 |
2.0481 |
|
1.000 |
2.0413 |
|
0.618 |
2.0371 |
|
HIGH |
2.0303 |
|
0.618 |
2.0261 |
|
0.500 |
2.0248 |
|
0.382 |
2.0235 |
|
LOW |
2.0193 |
|
0.618 |
2.0125 |
|
1.000 |
2.0083 |
|
1.618 |
2.0015 |
|
2.618 |
1.9905 |
|
4.250 |
1.9726 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0263 |
2.0263 |
| PP |
2.0256 |
2.0256 |
| S1 |
2.0248 |
2.0248 |
|